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Moving from univariate to bivariate jointly dependent long-memory time series introduces a phase parameter $(\gamma)$, at the frequency of principal interest, zero; for short-memory series $\gamma=0$ automatically. The latter case has also…
In this paper, we introduce the concept of the $\alpha$-fractal function and fractal approximation for a set-valued continuous map defined on a closed and bounded interval of real numbers. Also, we study some properties of such fractal…
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
Results for $\beta$-functions and anomalous dimensions in general scalar fermion theories are presented to three loops. Various constraints on the individual coefficients for each diagram following from supersymmetry are analysed. The…
Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the $\argmax$ of a Gaussian process. This paper presents high-level sufficient conditions under which such…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
We study the problem of estimation of the value N_gamma(\theta) = sum(i=1)^d |\theta_i|^gamma for 0 < gamma <= 1 based on the observations y_i = \theta_i + \epsilon\xi_i, i = 1,...,d, where \theta = (\theta_1,...,\theta_d) are unknown…
In this paper, we introduce a new two-parameter deformation of the Gamma function that generalizes some existing Gamma-type functions in the literature. We study properties of this function that depend on the parameters. We also prove some…
We develop a theoretical study of non-terminating hypergeometric summations with one free parameter. Composing various methods in complex and asymptotic analysis, geometry and arithmetic of certain transcendental curves and rational…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
Asmussen and Lehtomaa [Distinguishing log-concavity from heavy tails. Risks 5(10), 2017] introduced an interesting function $g$ which is able to distinguish between log-convex and log-concave tail behaviour of distributions, and proposed a…
Let X,Y,B be three independent random variables such that $X$ has the same distribution function as Y B. Assume that B is a Beta random variable with positive parameters a,b and Y has distribution function H. Pakes and Navarro (2007) show…
A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…
We consider forecasting functional time series of extreme values within a generalised extreme value distribution (GEV). The GEV distribution can be characterised using the three parameters (location, scale and shape). As a result, the…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
Properties of the beta functions are investigated. We define the generalized arcsine probability distribution with bounded support. The properties of the beta functions prove some results for this distribution.
We derive explicit expressions for a family of radially symmetric, non-differentiable, Spartan covariance functions in $\mathbb{R}^2$ that involve the modified Bessel function of the second kind. In addition to the characteristic length and…
A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…
We compute the dependence on the classical action "gauge" parameters of the beta functions of the standard topological sigma model in flat space. We thus show that their value is a "gauge" artifact indeed. We also show that previously…